The following pages link to Electronic Journal of Statistics (Q62992):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Maximum-likelihood estimation of a log-concave density based on censored data (Q64274) (← links)
- Projective inference in high-dimensional problems: Prediction and feature selection (Q64906) (← links)
- Simultaneous transformation and rounding (STAR) models for integer-valued data (Q66005) (← links)
- The cost of using exact confidence intervals for a binomial proportion (Q66062) (← links)
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Bayesian inference for the extremal dependence (Q73753) (← links)
- Delete or merge regressors for linear model selection (Q78545) (← links)
- Robust boosting with truncated loss functions (Q82723) (← links)
- Hypothesis testing near singularities and boundaries (Q85619) (← links)
- Sparsity information and regularization in the horseshoe and other shrinkage priors (Q86320) (← links)
- The local partial autocorrelation function and some applications (Q87410) (← links)
- K-Sample Test for Equality of Copulas (Q89269) (← links)
- Sequential quantiles via Hermite series density estimation (Q89436) (← links)
- Estimating the number of communities by spectral methods (Q90067) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Univariate mean change point detection: Penalization, CUSUM and optimality (Q97718) (← links)
- Localising change points in piecewise polynomials of general degrees (Q97720) (← links)
- Optimal nonparametric change point analysis (Q97722) (← links)
- Estimating hidden population size using Respondent-Driven Sampling data (Q97773) (← links)
- Exact risk improvement of bandwidth selectors for kernel density estimation with directional data (Q104414) (← links)
- Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
- SIRUS: Stable and Interpretable RUle Set for classification (Q105697) (← links)
- On last observation carried forward and asynchronous longitudinal regression analysis (Q106206) (← links)
- Quantile-based clustering (Q107146) (← links)
- Exponential-family random graph models for valued networks (Q107263) (← links)
- Nonparametric modal regression in the presence of measurement error (Q109281) (← links)
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- New FDR bounds for discrete and heterogeneous tests (Q122244) (← links)
- High-dimensional robust precision matrix estimation: Cellwise corruption under $\epsilon $-contamination (Q123149) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Quantile universal threshold (Q131212) (← links)
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters (Q137928) (← links)
- Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
- Multiple Testing of Local Extrema for Detection of Change Points (Q143270) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance (Q146217) (← links)
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions (Q147915) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Partial martingale difference correlation (Q151601) (← links)
- Estimator augmentation with applications in high-dimensional group inference (Q152404) (← links)
- The dynamic chain event graph (Q152435) (← links)
- The nonparametric bootstrap for the current status model (Q152862) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Estimation of multiple networks in Gaussian mixture models (Q156054) (← links)
